The most not caveat is we don’t know how much gravity is how necessary. We know that microgravity in orbit is too little and not really sustainable. Is gravity on the moon enough more for long term health? Is that on Mars? That’s just two of the questions we can’t know until we get there

So you build spinning space stations instead of settlements on the martian or lunar surface. Likely close to the same material cost, if not cheaper, while allowing us to actually choose the amount of gravity to generate. We don't know if martian or lunar gravity would even be sufficient to avoid negative health affects.